-2.6%
RKT vs PENG
+6.5%
-9.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.3% | -10.4% | +0.1% |
| 7D | -3.8% | +1.9% | -5.7% | -3.8% |
| 30D | +32.8% | -37.8% | +70.6% | +33.5% |
| 3M | +0.8% | -14.1% | +14.9% | +0.2% |
| 6M | -2.6% | +13.1% | -15.7% | -4.7% |
| All | -2.6% | +6.5% | -9.1% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling